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FDIC Banking Review

Figure 2. Performance of SCOR over Time, Four- to Six-Month Horizon
Year Type I Accuracy Type II Accuracy
1986 42.22 73.22
1987 38.36 57.02
1988 41.46 47.53
1989 43.17 48.48
1990 49.60 54.81
1991 33.93 55.60
1992 22.56 47.13
1993 15.81 21.39
1994 19.38 13.09
1995 17.59 12.42
1996 28.17 23.95
1997 28.04 19.23
1998 31.71 11.21
1999 33.05 12.91
2000 30.22 15.33
2001 28.57 17.95
2002 22.58 14.69

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